+1,156.7%
RSP vs GS
+1,647.5%
-490.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +0.3% |
| 7D | +2.7% | +0.3% | +2.4% | +2.5% |
| 30D | +5.8% | +3.9% | +1.9% | +4.0% |
| 3M | +1.8% | -11.4% | +13.2% | +6.9% |
| 6M | +11.6% | +3.7% | +7.9% | +8.3% |
| YTD | +18.0% | +7.1% | +10.9% | +12.0% |
| 1Y | +21.8% | +19.7% | +2.2% | +10.0% |
| 3Y | +65.6% | +202.8% | -137.3% | -3.1% |
| 5Y | +51.6% | +156.7% | -105.1% | -5.8% |
| 10Y | +231.0% | +548.7% | -317.8% | +31.1% |
| All | +1,156.7% | +1,647.5% | -490.8% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling